+1,905.7%
NDAQ vs BUD
+222.5%
+1,683.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +2.9% | +6.0% | -3.2% | +1.0% |
| 30D | +17.5% | +11.3% | +6.2% | +13.6% |
| 3M | +15.4% | +3.6% | +11.9% | +14.0% |
| 6M | +24.6% | +7.7% | +16.9% | +21.3% |
| YTD | +14.4% | +36.4% | -21.9% | +2.7% |
| 1Y | +26.9% | +37.8% | -10.9% | +13.4% |
| 3Y | +119.8% | +51.2% | +68.6% | +87.4% |
| 5Y | +70.5% | +53.4% | +17.1% | +42.1% |
| 10Y | +475.8% | -3.2% | +479.0% | +434.2% |
| All | +1,905.7% | +222.5% | +1,683.2% | +801.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling